Results 381 to 388 of about 1,687,826 (388)

The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes

, 2017
Walid Mensi, A. Tiwari, Elie Bouri, D. Roubaud, K. Al-Yahyaee   +4 more
semanticscholar   +1 more source

Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models

Expert Systems With Applications, 2018
Ha Young Kim
exaly  

Implied volatility and volatility smiles

2018
openaire   +1 more source

Oil and energy sector stock markets: An analysis of implied volatility indexes

, 2017
Anupam Dutta
semanticscholar   +1 more source

The Impact of Jumps in Volatility and Returns

Journal of Finance, 2003
Michael Johannes
exaly  

Implied Volatility Trees

2006
openaire   +1 more source

The role of news-based implied volatility among US financial markets

, 2017
Zhi Su, Tong Fang, Libo Yin
semanticscholar   +1 more source

Stochastic Implied Volatility

2004
openaire   +1 more source